Chapman is at Boston College and Polkovnichenko is at the University of Texas at Dallas. Polkovnichenko acknowledges financial support from a Business and Economics Research Grant of the McKnight Foundation at the University of Minnesota. We would like to thank an anonymous referee; Nick Barberis; John Campbell; Wayne Ferson; Iraj Fooladi; Evan Gatev; Campbell Harvey (the editor); Erzo Luttmer, Maureen O'Hara; Neil Pearson; Bryan Routledge; Jeremy Stein; and workshop participants at Boston College, Harvard University, McGill University, and the 2005 WFA meetings for helpful comments.
First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes
Version of Record online: 16 JUL 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 4, pages 1863–1887, August 2009
How to Cite
CHAPMAN, D. A. and POLKOVNICHENKO, V. (2009), First-Order Risk Aversion, Heterogeneity, and Asset Market Outcomes. The Journal of Finance, 64: 1863–1887. doi: 10.1111/j.1540-6261.2009.01482.x
- Issue online: 16 JUL 2009
- Version of Record online: 16 JUL 2009
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!